-10.7%
CMG vs CTSH
-11.3%
+0.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.8% |
| 7D | -2.8% | -2.7% | -0.1% | -2.2% |
| 30D | +7.1% | +12.4% | -5.2% | +4.1% |
| 3M | +31.2% | +17.4% | +13.8% | +24.9% |
| 6M | +0.7% | -3.1% | +3.8% | +2.7% |
| YTD | -0.1% | -23.6% | +23.5% | +9.5% |
| 1Y | -10.7% | -10.8% | +0.1% | -9.2% |
| All | -10.7% | -11.3% | +0.5% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CTSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling